OrderBook Efficiency

[liamasman]

Would using a LinkedList over an ArrayList be more efficient, with the highest buy/lowest sell at the head of each list.

New buy (sell) orders will in most cases be higher (lower) than the current highest (lowest), so will go to the head of the list. Doing it as an insertion means it'll take normally 1 comparison and at most n. Thus inserting n elements should be AvgO(n) WorstO(n^2) instead of AvgO(n_lgn) WorstO(n^2_lgn) that we have currently.